CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0912 |
1.0885 |
-0.0027 |
-0.2% |
1.0859 |
| High |
1.0923 |
1.0898 |
-0.0025 |
-0.2% |
1.0899 |
| Low |
1.0866 |
1.0861 |
-0.0005 |
0.0% |
1.0796 |
| Close |
1.0889 |
1.0882 |
-0.0008 |
-0.1% |
1.0850 |
| Range |
0.0058 |
0.0038 |
-0.0020 |
-34.8% |
0.0103 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
266,646 |
211,115 |
-55,531 |
-20.8% |
1,005,113 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0975 |
1.0902 |
|
| R3 |
1.0955 |
1.0937 |
1.0892 |
|
| R2 |
1.0918 |
1.0918 |
1.0888 |
|
| R1 |
1.0900 |
1.0900 |
1.0885 |
1.0890 |
| PP |
1.0880 |
1.0880 |
1.0880 |
1.0875 |
| S1 |
1.0862 |
1.0862 |
1.0878 |
1.0852 |
| S2 |
1.0843 |
1.0843 |
1.0875 |
|
| S3 |
1.0805 |
1.0825 |
1.0871 |
|
| S4 |
1.0768 |
1.0787 |
1.0861 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1107 |
1.0907 |
|
| R3 |
1.1054 |
1.1004 |
1.0878 |
|
| R2 |
1.0951 |
1.0951 |
1.0869 |
|
| R1 |
1.0901 |
1.0901 |
1.0859 |
1.0875 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0835 |
| S1 |
1.0798 |
1.0798 |
1.0841 |
1.0772 |
| S2 |
1.0745 |
1.0745 |
1.0831 |
|
| S3 |
1.0642 |
1.0695 |
1.0822 |
|
| S4 |
1.0539 |
1.0592 |
1.0793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0923 |
1.0796 |
0.0127 |
1.2% |
0.0060 |
0.6% |
67% |
False |
False |
243,793 |
| 10 |
1.0923 |
1.0796 |
0.0127 |
1.2% |
0.0057 |
0.5% |
67% |
False |
False |
225,645 |
| 20 |
1.0923 |
1.0741 |
0.0183 |
1.7% |
0.0050 |
0.5% |
77% |
False |
False |
194,234 |
| 40 |
1.0923 |
1.0629 |
0.0295 |
2.7% |
0.0058 |
0.5% |
86% |
False |
False |
202,158 |
| 60 |
1.1007 |
1.0629 |
0.0379 |
3.5% |
0.0056 |
0.5% |
67% |
False |
False |
204,544 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
64% |
False |
False |
156,352 |
| 100 |
1.1055 |
1.0629 |
0.0426 |
3.9% |
0.0056 |
0.5% |
59% |
False |
False |
125,279 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0058 |
0.5% |
44% |
False |
False |
104,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1057 |
|
2.618 |
1.0996 |
|
1.618 |
1.0959 |
|
1.000 |
1.0936 |
|
0.618 |
1.0921 |
|
HIGH |
1.0898 |
|
0.618 |
1.0884 |
|
0.500 |
1.0879 |
|
0.382 |
1.0875 |
|
LOW |
1.0861 |
|
0.618 |
1.0837 |
|
1.000 |
1.0823 |
|
1.618 |
1.0800 |
|
2.618 |
1.0762 |
|
4.250 |
1.0701 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0881 |
1.0881 |
| PP |
1.0880 |
1.0880 |
| S1 |
1.0879 |
1.0879 |
|